+54.4%
PYPL vs JBL
+1,148.2%
-1,093.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.5% |
| 7D | +0.1% | +6.3% | -6.3% | -2.2% |
| 30D | +5.7% | -13.5% | +19.2% | +10.6% |
| 3M | -1.9% | -31.3% | +29.4% | +10.6% |
| 6M | +31.8% | -28.4% | +60.3% | +43.7% |
| YTD | +2.4% | +11.6% | -9.2% | -8.8% |
| 1Y | -8.2% | +26.1% | -34.4% | -22.6% |
| 3Y | +10.2% | +97.4% | -87.1% | -29.2% |
| 5Y | -71.2% | +301.0% | -372.2% | -87.3% |
| All | +54.4% | +1,148.2% | -1,093.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling